The straddled calendar is simply doubling up. A 1:1 put and call calendar is (=) quantity 2 put OR call calendars.
It's long two 30-strike calendars and long one 3W 30 straddle. The theta for the isolated positions will be similar, so you don't stand to gain much if pinned to 30 at 1W expiration. You'll make a little if pinned and vol doesn't collapse.
Your only significant exposure is the long vega in both. It's an OK position if you're buying into earnings; as the report date is between the expirations.